Reputation: 32081
If I take epsilon
to be the smallest positive non-zero floating point number (be it 16
, 32
, or 64
bit) and multiply epsilon
by a non-zero floating point value of the same size:
Am I guaranteed a non-zero result of the same sign as the original value? Or do I risk rounding error (zero, or switching signs)?
Environment: Python/Numpy
Upvotes: 6
Views: 1803
Reputation: 281594
No.
In [1]: import numpy
In [2]: x = numpy.nextafter(0, 1)
In [3]: x
Out[3]: 4.9406564584124654e-324
In [4]: x*x
Out[4]: 0.0
When the exact result is between 0 and the smallest positive float, it has to round to one of those options, and in this case, 0 is closer.
If for some reason you want to customize this behavior, NumPy lets you customize the behavior of underflow and other IEEE 754 floating-point exceptions with numpy.seterr
, although it won't affect operations on ordinary Python objects:
In [5]: numpy.seterr(under='raise')
Out[5]: {'divide': 'warn', 'invalid': 'warn', 'over': 'warn', 'under': 'ignore'}
In [6]: x # NumPy float, not regular float, despite its looks
Out[6]: 4.9406564584124654e-324
In [7]: x*x
---------------------------------------------------------------------------
FloatingPointError Traceback (most recent call last)
<ipython-input-7-a3ff2a28c75d> in <module>()
----> 1 x*x
FloatingPointError: underflow encountered in double_scalars
In [8]: (4.9406564584124654e-324)**2 # regular float
Out[8]: 0.0
There's no way to change the rounding mode.
Upvotes: 9
Reputation: 70715
Of course not, and epsilon has little to do with it. For example,
>>> x = 1e-200
>>> x
1e-200
is far from epsilon, but
>>> x * x
0.0
underflows to 0. If we actually used epsilon instead, then, e.g., multiplying it by 0.25 would underflow to 0 too.
Provided your platform C compiler and hardware support the 754 standard, though, the sign of the zero would match the sign of the multiplicand:
>>> x * -x
-0.0
Upvotes: 11